Asymptotic expansions and the reliability of tests in accelerated failure time models

This paper gives matrix formilae for the O(n -1 ) cerrecti0n applicable to asymptotically efficient conditional moment tests. These formulae only require expectations of functions involving, at most, second order derivatives of the log-likelihood; unlike those previously providcd by Ferrari and Cord...

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Veröffentlicht in:	Journal of statistical computation and simulation 2000-01, Vol.65 (1-4), p.109-132
Hauptverfasser:	Orme, Chris D., Peters, Simon A
Format:	Artikel
Sprache:	eng
Schlagworte:	accelerated failure time models Asymptotic expansions conditional moment tests Distribution theory Exact sciences and technology Mathematics Parametric inference Probability and statistics Sciences and techniques of general use Statistics
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